The exploration of the non‐collinear antiferromagnetic (AFM) phase holds promise for the discovery of zero thermal expansion (ZTE) materials, which is of great significance to resist the temperature effect in aerospace and precision engineering fields. Currently, there is still a lack of effective approaches to regulate this special AFM phase. In this work, a non‐collinear AFM phase has been obtained in the anti‐perovskite compound Mn3Fe0.2Co0.2Ni0.2Mn0.2Cu0.2N proposed by high‐entropy engineering. Utilizing neutron powder diffraction (NPD) analysis, the magnetic structure is resolved to be a triangular AFM phase with a k = [0, 0, 0] and a ferromagnetic (FM) component located at the corner of the cubic structure, which belongs to the R‐3 space group. Particularly, it presents ZTE behavior in a wide temperature range from 10 to 180 K. In‐situ NPD analysis reveals that the negative thermal expansion attributed to magnetic evolution almost offsets the normal positive thermal expansion quantified by the Debye formula. Further first principles calculations reveal that the specific AFM phase derives from the AFM‐type nearest neighboring magnetic exchange interactions and the easy‐axis‐type magnetic anisotropy. This demonstration offers an efficient strategy for designing magnetic structures and achieving ZTE over a wide temperature range.